Just Wing It: Optimal Estimation of Missing Mass in a Markovian Sequence

arXiv:2404.05819v1 Announce Type: cross
Abstract: We study the problem of estimating the stationary mass -- also called the unigram mass -- that is missing from a single trajectory of a discrete-time, ergodic Markov chain. This problem has several applications -- for example, estimating the stationary missing mass is critical for accurately smoothing probability estimates in sequence models. While the classical Good--Turing estimator from the 1950s has appealing properties for i.i.d. data, it is known to be biased in the Markov …

abstract applications arxiv cs.it cs.lg example markov math.it math.pr math.st stat.ml stat.th study trajectory type wing